-99.6%
DFNS vs IBKR
+10.3%
-109.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.5% | -18.9% | -18.8% |
| 7D | -27.7% | -6.8% | -20.9% | -22.8% |
| 30D | -58.0% | -12.5% | -45.4% | -52.3% |
| 3M | -94.0% | -12.0% | -81.9% | -93.1% |
| 6M | -94.6% | -4.5% | -90.1% | -93.9% |
| YTD | -99.4% | +21.5% | -120.9% | -99.5% |
| 1Y | -99.6% | +10.6% | -110.3% | -99.6% |
| All | -99.6% | +10.3% | -109.9% | -99.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded IBKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling